+2,274.7%
JCI vs EXPD
+31,985.6%
-29,710.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +8.4% | +3.6% | +4.8% | +7.4% |
| 30D | -8.9% | +0.3% | -9.2% | -8.9% |
| 3M | -6.4% | +6.1% | -12.5% | -7.9% |
| 6M | +1.6% | +27.4% | -25.7% | -4.9% |
| YTD | +20.1% | +32.0% | -11.9% | +10.3% |
| 1Y | +17.2% | +40.5% | -23.3% | +5.8% |
| 3Y | +190.7% | +75.7% | +115.0% | +144.1% |
| 5Y | +99.9% | +61.7% | +38.2% | +70.1% |
| 10Y | +301.8% | +336.8% | -34.9% | +163.4% |
| All | +2,274.7% | +31,985.6% | -29,710.9% | +787.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling